Custom Data Connector

[molecool]

How many requests do you need? Because I could probably get my blog mob to submit a few ;-)

I'll have a conversation with the ATG folks about this tomorrow. If they see commercial value I would be happy to advertise both sides on my blog as I think this would put NT on a new level on the FX front. I'll chime in here once I talked to them - okay?

[NinjaTrader_Brett]

Hello,

The place for this type of feed back would not be on the forums as this is primarly a location for platform and NinjaScript support.

You would want to email into our business development team as they handle these type of inquiries.

sales at ninjatrader dot com and put ATTN: Business Development in the subject line our business development team will take over these requests.

-Brett

[NetTecture]

I am in the sam boart, and I am just now getting it working - Ninja Trader with full sopportagainst my own server.

Trivial if you think long enough.

All you need is Ninja able to talk to your server on a documented protocol.

Now, start going down the list of providers NT supports and look for one that has an open documented protocol in it.

Took me 1 hour to get Ninja connect - now I start writing response loops for the messages pouring in

[molecool]

You tease! :-)

Unfortunately I have no idea which 'open documented protocol' you are referring to. Why being so secretive about this?

[NetTecture]

There is TradingTechnologies adapter uses FIX itself and that is not only fully documented but TT also offers a development environment. Basicallyconnect Ninja with Fix

[molecool]

AWESOME :-) Now that is something I wish one of the NT support admins would have told me! (ahem)

Muchas gracias!

[sledge]

You tease! :-)

Unfortunately I have no idea which 'open documented protocol' you are referring to. Why being so secretive about this?

Link(s)?

[kingkenny]

ntdirect.dll not workig in windows 7

Hi there, I have read a few post regarding ntdirect.dll, which can not be registerd in windows 7 to be used with NT7, any idea what to do? Cheers

[molecool]

FYI - I used NinjaTrader.Client and was able to feed data into NinjaTrader. However, the app using it kept blowing up and it seems to me that it may not be thread safe (as I really didn't do anything fancy with it). Someone who has a lot more experience with this than I do also mentioned that problem. However there are some people who seem to have made it work - I am unfortunately not one of them.

[aventeren]

Molecool or anyone else--

Were you ever able to create an external data feed?

Thanks,

Aventeren

[molecool]

Molecool or anyone else--

Were you ever able to create an external data feed?

Thanks,

Aventeren

I tried a few years back - as I remember it there was some unsupported DLL (ntdirect.dll) that had to be bound in. I hooked it up to NT and it worked for a few secs after which it kept crashing it, seemed like some memory leak. I didn't have the patience/time to spend more time on it - one could have perhaps wrapped the call into its own thread to isolate it. So if you wan to give it a run that's how I would suggest you proceed. Someone below also mentioned to perhaps link in a separate app via some network protocol - you may want to look into named pipes on that end. Hope this helps.

[aventeren]

I tried a few years back - as I remember it there was some unsupported DLL (ntdirect.dll) that had to be bound in. I hooked it up to NT and it worked for a few secs after which it kept crashing it, seemed like some memory leak. I didn't have the patience/time to spend more time on it - one could have perhaps wrapped the call into its own thread to isolate it. So if you wan to give it a run that's how I would suggest you proceed. Someone below also mentioned to perhaps link in a separate app via some network protocol - you may want to look into named pipes on that end. Hope this helps.

Thanks for the tips.

I'm kicking around the idea of creating a data feed independent of NT's stock data feeds--or the other commercial data feeds. Maybe I'll post something here if I elect to tackle it.

All best,

Aventeren

[molecool]

Thanks for the tips.

I'm kicking around the idea of creating a data feed independent of NT's stock data feeds--or the other commercial data feeds. Maybe I'll post something here if I elect to tackle it.

All best,

Aventeren

How involved will that data feed be? Because if it's just pushing data it should be possible, assuming it's worth your time/effort. But if you also have to place trades then it adds a whole new layer of complexity. So make sure it's worth the payoff.

Long term I personally believe it's a well worth project as NinjaTrader is now a broker as well and thus has an inherent interest in attracting users to their services. For me personally that really limits me to a small group of service providers and that may not be acceptable for certain projects I have in mind.

If I may suggest an alternate solution - it may be easier to actually create a NinjaTrader->MetaTrader bridge. You code your strategy in Ninja but all trade execution gets intercepted and is mirrored by a slave MT instance running on the same or a remote box. This opens you up to a host of brokers and services, including FIX based services if I'm not mistaken.

This is something I may be interested in collaborating in as I may have a shared interest/incentive.

[aventeren]

How involved will that data feed be? Because if it's just pushing data it should be possible, assuming it's worth your time/effort. But if you also have to place trades then it adds a whole new layer of complexity. So make sure it's worth the payoff.

Long term I personally believe it's a well worth project as NinjaTrader is now a broker as well and thus has an inherent interest in attracting users to their services. For me personally that really limits me to a small group of service providers and that may not be acceptable for certain projects I have in mind.

If I may suggest an alternate solution - it may be easier to actually create a NinjaTrader->MetaTrader bridge. You code your strategy in Ninja but all trade execution gets intercepted and is mirrored by a slave MT instance running on the same or a remote box. This opens you up to a host of brokers and services, including FIX based services if I'm not mistaken.

This is something I may be interested in collaborating in as I may have a shared interest/incentive.

My goal would be to pull information from a third party feed into NT...largely for backtesting purposes. Therefore, I don't think that I would necessarily need trade execution, as I would likely just use NT Brokerage. So although the MetaTrader bridge idea is interesting, it's probably not something I'm interested in tackling.

I'm just looking for a way to have get data that is sitting on a third party server into NT to backtest against.

[xTrader1]

My DDE feeder from metatrader.

My goal would be to pull information from a third party feed into NT...largely for backtesting purposes. Therefore, I don't think that I would necessarily need trade execution, as I would likely just use NT Brokerage. So although the MetaTrader bridge idea is interesting, it's probably not something I'm interested in tackling.

I'm just looking for a way to have get data that is sitting on a third party server into NT to backtest against.

Hey guys, look at my data feeder from Metatrader, using DDE server and ntdirect.dll. While it is in pre-alpha state, it works for me and I did not continue this project, but it may be used as a skeleton. See http://www.ninjatrader.com/support/f...ght=metatrader but don't ask me for support . If i"ll continue to develop, I'll post results.